Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-06 10.658195 12.217688 13.898976 15.842969 18.025304 20.396027 23.162740
2025-07-13 8.515052 10.657706 13.147573 16.240858 19.965780 24.290970 29.676538
2025-07-20 7.407715 9.810070 12.738209 16.543715 21.329563 27.117129 34.610535
2025-07-27 6.400479 8.925533 12.139736 16.489932 22.176332 29.303762 38.852212
2025-08-03 5.575643 8.140076 11.531815 16.287951 22.716543 31.025913 42.486077
2025-08-10 4.976136 7.576258 11.137194 16.293019 23.473857 33.012766 46.510661
2025-08-17 4.526774 7.163511 10.891698 16.449003 24.401080 35.226362 50.898623
2025-08-24 4.089320 6.716242 10.545791 16.414252 25.028659 37.028168 54.774931
2025-08-31 3.684383 6.272428 10.157830 16.271295 25.465431 38.553229 58.301074
2025-09-07 3.391929 5.971341 9.950969 16.367308 26.233873 40.559578 62.572065
2025-09-14 3.219637 5.843968 9.994568 16.835622 27.567443 43.427479 68.195298
2025-09-21 2.928953 5.491359 9.651470 16.668538 27.908279 44.826896 71.694033
2025-09-28 2.535517 4.930665 8.935218 15.866463 27.228517 44.681707 72.912794
2025-10-05 2.406452 4.821438 8.956800 16.265307 28.470610 47.525807 78.803638
2025-10-12 2.273372 4.690367 8.927109 16.568416 29.561509 50.166752 84.469322
2025-10-19 2.094879 4.456925 8.699605 16.514615 30.052644 51.870591 88.720813
2025-10-26 1.911924 4.196150 8.401203 16.312346 30.273723 53.136800 92.308765
2025-11-02 1.775867 4.013448 8.228818 16.317427 30.840426 54.977978 96.882988
2025-11-09 1.671784 3.884627 8.145226 16.473617 31.670427 57.278753 102.285550
2025-11-16 1.552708 3.712775 7.965910 16.438821 32.155452 59.012951 106.803956
2025-11-23 1.431498 3.523956 7.738303 16.295673 32.432473 60.395924 110.772606
2025-11-30 1.346990 3.406262 7.641119 16.391814 33.142972 62.542147 116.101092
2025-12-07 1.307126 3.384253 7.734294 16.860751 34.560157 65.966291 123.735544